Yes! There are several ways to search for state government-issued documents efficiently.
You can limit a Google search to government docs by typing in the search box site:.gov before entering your search terms.
For example in Google, type site:.gov minnesota AND "health statistics" to retrieve data produced by the state of Minnesota.
USA.gov is the official U.S. portal to federal, state, local, tribal, and international government information and services.
If you need government-sponsored data for your research, explore https://data.gov/
If you would like further assistance, please Ask-A-Librarian.